Lp bound from a tail domination inequality ($a\mu \{F>a\}\le {\int }_{\{F>a\}}G⟹\Vert F{\Vert }_p\le \frac{p}{p-1}\Vert G{\Vert }_p$)

Let $F,G\ge 0$, $1<p<\infty$, and $G\in L^p$. Assume the displayed tail inequality and finite positive-threshold superlevel measures. First split $G$ at $a/2$ to obtain $a\mu \{F>2a\}\le {\int }_{\{G>a\}}G$. Layer cake representation and Tonelli theorem imply $F\in L^p$. Integrating the original inequality against $p{a}^{p-2}$ then gives $\Vert F{\Vert }_p^p\le q\int G{F}^{p-1}\le q\Vert G{\Vert }_p\Vert F{\Vert }_p^{p-1}$, with $q=p/(p-1)$. This is the analytic estimate behind the Doob Lp maximal inequality.